This book applies the mathematics and concepts of quantum mechanics
and quantum field theory to the modelling of interest rates and the
theory of options. Particular emphasis is placed on path integrals
and Hamiltonians. Financial mathematics is dominated by stochastic
calculus. The present book offers a formulation that is completely
independent of that approach. As such many results emerge from the
ideas developed by the author. This work will be of interest to
physicists and mathematicians working in the field of finance, to
quantitative analysts in banks and finance firms and to
practitioners in the field of fixed income securities and foreign
exchange. The book can also be used as a graduate text for courses
in financial physics and financial mathematics.
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